Föllmer, Hans; Leukert, Peter - 1998
which succeeds with high probability. -- Hedging ; superhedging ; Neyman Pearson lemma ; stochastic volatility ; value at … to stay on the safe side by superhedging. But such strategies may require a large amount of initial capital. Here we … study the question what an investor can do who is unwilling to spend that much, and who is ready to use a hedging strategy …